Cover Image

Probabilistic representation of the gradient of a killed diffusion semigroup: The half-space case

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Crisan, Dan, Kohatsu-Higa, Arturo
Format:	Preprint
Published:	2023
Subjects:	Probability Dynamical Systems 60H10, 60J50, 60J55, 60J60, 60J76
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

A probabilistic representation of the derivative of a one dimensional killed diffusion semigroup
by: Crisan, Dan, et al.
Published: (2023)

A reverse ergodic theorem for inhomogeneous killed Markov chains and application to a new uniqueness result for reflecting diffusions
by: Costantini, Cristina, et al.
Published: (2021)

General diffusions on metric graphs as limits of time-space Markov Chains
by: Anagnostakis, Alexis
Published: (2025)

Stochastic selection problem for a Stratonovich SDE with power non-linearity
by: Pavlyukevich, Ilya, et al.
Published: (2023)

General diffusions on the star graph as time-changed Walsh Brownian motion
by: Anagnostakis, Alexis
Published: (2025)

Local time, upcrossing time and weak cutpoints of a spatially inhomogeneous random walk on the line
by: Wang, Hua-Ming
Published: (2023)

Expansion and attraction of RDS: long time behavior of the solution to singular SDE
by: Ling, Chengcheng, et al.
Published: (2022)

Existence and uniqueness for singular stochastic differential equations with piecewise well-behaved coefficients
by: Mazzonetto, Sara, et al.
Published: (2026)

Scaling limit of first passage percolation geodesics on planar maps
by: Kammerer, Emmanuel
Published: (2024)

Stochastic differential equations for infinite particle systems of jump type with long range interactions
by: Esaki, Syota, et al.
Published: (2018)

Localization for constrained martingale problems and optimal conditions for uniqueness of reflecting diffusions in 2-dimensional domains
by: Costantini, Cristina, et al.
Published: (2022)

Representation and Integration by Parts Formulas for Affine Processes
by: Kohatsu-Higa, Arturo, et al.
Published: (2025)

Scaling limit of boundary random walks: A martingale problem approach
by: Arroyave, Juan Carlos, et al.
Published: (2025)

Strong rate of convergence of the Euler scheme for SDEs with irregular drift driven by Levy noise
by: Butkovsky, Oleg, et al.
Published: (2022)

Walsh's Brownian Motion and Donsker Scaling Limits of Perturbed Random Walks
by: Pavlyukevich, Ilya, et al.
Published: (2023)

On strong solutions of time inhomogeneous Itô's equations with Morrey diffusion gradient and drift. A supercritical case
by: Krylov, N. V.
Published: (2022)

Limit theorems of stochastic differential equations with jumps
by: Qiao, Huijie
Published: (2020)

Weak solution for distribution dependent SDEs driven by Lévy noise
by: Ye, Mingkun
Published: (2026)

Deterministic and Stochastic Studies on Additional Food Provided Prey-Predator Systems with Group Defence among Prey and Mutual Interference among Predators
by: Prakash, D Bhanu, et al.
Published: (2025)

Derrida-Retaux type models and related scaling limit theorems
by: Li, Zenghu, et al.
Published: (2024)

Multi-level reflecting Brownian motion on the half line and its stationary distribution
by: Miyazawa, Masakiyo
Published: (2024)

Fractional Laplacian with supercritical killings
by: Cho, Soobin, et al.
Published: (2024)

Moment stability and large deviations for random dynamical systems on non-compact manifolds
by: Baxendale, Peter H
Published: (2025)

Large deviation principle for the absorption time of the Beta-coalescent via integral functionals
by: Véchambre, Grégoire
Published: (2025)

Local explosions and extinction in continuous-state branching processes with logistic competition
by: Foucart, Clément
Published: (2021)

Diffusion limits in the quarter plane and non-semimartingale reflected Brownian motion
by: Atar, Rami, et al.
Published: (2024)

Markov-bridge representation of ergodic large-deviation principles
by: Renger, D. R. Michiel
Published: (2024)

Occupation times on the legs of a diffusion spider
by: Salminen, Paavo, et al.
Published: (2024)

Homogenization of a multivariate diffusion with semipermeable interfaces
by: Aryasova, Olga, et al.
Published: (2023)

The stationary distributions of state-dependent diffusions reflected at one and two sides
by: Miyazawa, Masakiyo
Published: (2024)

Stochastic intrinsic gradient flows on the Wasserstein space
by: Ren, Panpan, et al.
Published: (2025)

Functional convergence to the local time of a sticky diffusion
by: Anagnostakis, Alexis
Published: (2022)

Brownian Motion with a Singular Drift
by: DeBlassie, Dante, et al.
Published: (2024)

Fixing a Minor Mistake in the Theory of Stochastic Integration and Differential Equations
by: Rickelhoff, Sebastian, et al.
Published: (2024)

A Poisson-Alekseev-Gröbner formula through Malliavin calculus for Poisson random integrals
by: Maurer, Paul, et al.
Published: (2025)

Essential barrier height and a probabilistic approach in characterizing potential landscape
by: Li, Yao, et al.
Published: (2023)

Kemeny's Constant for Markov Processes
by: Fitzsimmons, P. J.
Published: (2025)

Dynamics and Control of Additional Food Provided Prey-Predator Systems exhibiting Holling Type-III Functional Response and Intra-specific Competition among Predators
by: Prakash, D Bhanu, et al.
Published: (2025)

Dual process in the two-parameter Poisson-Dirichlet diffusion
by: Griffiths, Robert C., et al.
Published: (2021)

Affine constraints in non-reversible diffusions with degenerate noise
by: Hartmann, Carsten, et al.
Published: (2025)